Bee sting on my thumb from two days ago won't stop hurting, feels stiff and slightly swollen?

Stick it out. This is not an allergic reaction. You're having a significant toxic reaction to the sting, but it will go away. The only other thing to watch for is redness or pus; if the area becomes hot and red, and the area of redness keeps growing, you may have an infection of the skin, since the stinger usually pushes bacteria into the skin during the sting. You need to see your doctor and start antibiotics.